Understanding the sensitivities of factor-based strategies is essential to properly calibrate return expectations and cope with unavoidable periods of underperformance. Michele Mazzoleni explains our research into gaining a better awareness of these sensitivities.

With US stock market valuations exceeding all historical valuation levels—except for those hit at the peak of the dot-com craze—Rob Arnott examines the subsequent performance of companies, which were at one time the largest companies in the world.

Jim Masturzo demonstrates how to use multiple signals to create portfolio sleeves designed to help deliver on the often competing and changing objectives investors face over their investment horizon. View a 9-minute excerpt of his 2019 Advisor Symposium presentation.

Learn from Cam Harvey how technologies from blockchain to automated portfolio construction are likely to impact the financial landscape.

Based on his research, Alex Edmans shows how a corporation treats its employees and how closely it follows governance-related best practices is indicative of positive long-term outcomes for investors.

Feifei Li explains the importance of portfolio construction in an ESG portfolio using a carbon footprint example in her Advisor Symposium presentation.

Because cognitive diversity is conducive to better decision making, firms that embrace it tend to produce better outcomes for their investors. Katy Sherrerd discusses how improved outcomes are being increasingly linked to a sustainable and high-functioning culture able to withstand leadership change and competitive market pressures.